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Item Details
| Title:
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COMPUTATIONAL METHODS IN FINANCIAL ENGINEERING
ESSAYS IN HONOUR OF MANFRED GILLI |
| By: |
Erricos John Kontoghiorghes (Editor), Berc Rustem (Editor), Peter Winker (Editor) |
| Format: |
Hardback |
| List price:
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£119.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540779574 |
| ISBN 13: |
9783540779575 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
3 March, 2008 |
| Edition: |
2008 ed. |
| Pages: |
425 |
| Description: |
This book examines computational methods and analytical models in financial engineering that rely on computation. It features the work of leading researchers in portfolio optimization and option pricing; banking; risk and macroeconomic modeling. |
| Synopsis: |
Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance. |
| Illustrations: |
71 Tables, black and white; 88 Illustrations, black and white; XIV, 425 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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